1 files changed, 80 insertions, 0 deletions
diff --git a/gsl-1.9/doc/examples/fitting2.c b/gsl-1.9/doc/examples/fitting2.c
new file mode 100644
index 0000000..43f8c06
--- /dev/null
+++ b/gsl-1.9/doc/examples/fitting2.c
@@ -0,0 +1,80 @@
+#include <stdio.h>
+#include <gsl/gsl_multifit.h>
+
+int
+main (int argc, char **argv)
+{
+  int i, n;
+  double xi, yi, ei, chisq;
+  gsl_matrix *X, *cov;
+  gsl_vector *y, *w, *c;
+
+  if (argc != 2)
+    {
+      fprintf (stderr,"usage: fit n < data\n");
+      exit (-1);
+    }
+
+  n = atoi (argv[1]);
+
+  X = gsl_matrix_alloc (n, 3);
+  y = gsl_vector_alloc (n);
+  w = gsl_vector_alloc (n);
+
+  c = gsl_vector_alloc (3);
+  cov = gsl_matrix_alloc (3, 3);
+
+  for (i = 0; i < n; i++)
+    {
+      int count = fscanf (stdin, "%lg %lg %lg",
+                          &xi, &yi, &ei);
+
+      if (count != 3)
+        {
+          fprintf (stderr, "error reading file\n");
+          exit (-1);
+        }
+
+      printf ("%g %g +/- %g\n", xi, yi, ei);
+      
+      gsl_matrix_set (X, i, 0, 1.0);
+      gsl_matrix_set (X, i, 1, xi);
+      gsl_matrix_set (X, i, 2, xi*xi);
+      
+      gsl_vector_set (y, i, yi);
+      gsl_vector_set (w, i, 1.0/(ei*ei));
+    }
+
+  {
+    gsl_multifit_linear_workspace * work 
+      = gsl_multifit_linear_alloc (n, 3);
+    gsl_multifit_wlinear (X, w, y, c, cov,
+                          &chisq, work);
+    gsl_multifit_linear_free (work);
+  }
+
+#define C(i) (gsl_vector_get(c,(i)))
+#define COV(i,j) (gsl_matrix_get(cov,(i),(j)))
+
+  {
+    printf ("# best fit: Y = %g + %g X + %g X^2\n", 
+            C(0), C(1), C(2));
+
+    printf ("# covariance matrix:\n");
+    printf ("[ %+.5e, %+.5e, %+.5e  \n",
+               COV(0,0), COV(0,1), COV(0,2));
+    printf ("  %+.5e, %+.5e, %+.5e  \n", 
+               COV(1,0), COV(1,1), COV(1,2));
+    printf ("  %+.5e, %+.5e, %+.5e ]\n", 
+               COV(2,0), COV(2,1), COV(2,2));
+    printf ("# chisq = %g\n", chisq);
+  }
+
+  gsl_matrix_free (X);
+  gsl_vector_free (y);
+  gsl_vector_free (w);
+  gsl_vector_free (c);
+  gsl_matrix_free (cov);
+
+  return 0;
+}